-10.7%
CMG vs HDB
-34.6%
+23.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | +7.1% | -2.8% | +9.9% | +8.1% |
| 3M | +31.2% | -3.5% | +34.7% | +32.0% |
| 6M | +0.7% | -24.7% | +25.4% | +6.9% |
| YTD | -0.1% | -36.6% | +36.5% | +5.9% |
| 1Y | -10.7% | -34.4% | +23.6% | -6.0% |
| All | -10.7% | -34.6% | +23.9% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling